All of the legends volumes are now available online. The index and notes volumes are still under copyright (they were published in 1925, 1928, and 1938, and their copyrights were renewed). However, the 4 legends volumes online can be read on their own.
Here are the legends volumes, courtesy Project Gutenberg:
This is a "meta-book", which stitches together separate files elsewhere on the Web as they appeared in a previously published book. It is subject to removal if someone produces an integrated edition. If that happens, The Online Books Page will point to the integrated version.